As a haskell package, git-annex can be installed using cabal.
Start by installing the Haskell Platform, and then:
cabal update
PATH=$HOME/bin:$PATH
cabal install c2hs git-annex --bindir=$HOME/bin
The above downloads the latest release and installs it into a ~/bin/ directory, which you can put in your PATH.
But maybe you want something newer (or older). Then download the version you want, and use cabal as follows inside its source tree:
cabal update
PATH=$HOME/bin:$PATH
cabal install c2hs --bindir=$HOME/bin
cabal install --only-dependencies
cabal configure
cabal build
cabal install --bindir=$HOME/bin


After finishing the installation the cabal way, here are the packages I installed. It is possible that there are other packages I installed previously as dependency for other packages.